• Title/Summary/Keyword: Shrinkage estimators

Search Result 22, Processing Time 0.017 seconds

A study on the properties of sensitivity analysis in principal component regression and latent root regression (주성분회귀와 고유값회귀에 대한 감도분석의 성질에 대한 연구)

  • Shin, Jae-Kyoung;Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.2
    • /
    • pp.321-328
    • /
    • 2009
  • In regression analysis, the ordinary least squares estimates of regression coefficients become poor, when the correlations among predictor variables are high. This phenomenon, which is called multicollinearity, causes serious problems in actual data analysis. To overcome this multicollinearity, many methods have been proposed. Ridge regression, shrinkage estimators and methods based on principal component analysis (PCA) such as principal component regression (PCR) and latent root regression (LRR). In the last decade, many statisticians discussed sensitivity analysis (SA) in ordinary multiple regression and same topic in PCR, LRR and logistic principal component regression (LPCR). In those methods PCA plays important role. Many statisticians discussed SA in PCA and related multivariate methods. We introduce the method of PCR and LRR. We also introduce the methods of SA in PCR and LRR, and discuss the properties of SA in PCR and LRR.

  • PDF

The Improved BAMS Filter for Image Denoising (영상 잡음제거를 위한 개선된 BAMS 필터)

  • Woo, Chang-Yong;Park, Nam-Chun
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.11 no.4
    • /
    • pp.270-277
    • /
    • 2010
  • The BAMS filter is a kind of wavelet shrinkage filter based on the Bayes estimators with no simulation, therefore it can be used for a real time filter. The denoising efficiency of BAMS filter is seriously affected by the estimated noise variance in each wavelet band. To remove noise in signals in existing BAMS filter, the noise variance is estimated by using the quartile of the finest level of details in the wavelet decomposition, and with this variance, the noise of the level is removed. In this paper, to remove the image noise includingodified quartile of the level of detail is proposed. And by these techniques, the image noises of mid and high frequency bands are removed, and the results showed that the increased PSNR of ab the midband noise, the noise variance estimation method using the monotonic transform and the mout 2[dB] and the effectiveness in denosing of low noise deviation images.